-9.4%
HSY vs IOVA
+50.0%
-59.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | -1.6% | +5.1% | -6.6% | -1.7% |
| 30D | -4.2% | +37.2% | -41.5% | -5.0% |
| 3M | -0.7% | +117.5% | -118.2% | -2.8% |
| 6M | -21.8% | +69.6% | -91.4% | -23.2% |
| YTD | -2.7% | +218.7% | -221.3% | -5.6% |
| 1Y | -4.8% | +265.5% | -270.4% | -8.2% |
| 3Y | -9.4% | +46.2% | -55.6% | -16.3% |
| All | -9.4% | +50.0% | -59.4% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling